-18.8%
SAP vs MKSI
+137.7%
-156.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.8% |
| 7D | -5.1% | +4.9% | -10.0% | -4.5% |
| 30D | -1.8% | -11.0% | +9.2% | -3.1% |
| 3M | +20.9% | -17.1% | +38.0% | +17.3% |
| 6M | +7.0% | +16.4% | -9.4% | +2.4% |
| YTD | -13.7% | +64.3% | -78.0% | -21.8% |
| All | -18.8% | +137.7% | -156.6% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MKSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling